+66.6%
TEL vs CLBK
+52.3%
+14.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -2.3% | -1.4% | -0.9% | -1.9% |
| 30D | -6.1% | +4.5% | -10.6% | -7.3% |
| 3M | +1.7% | +22.8% | -21.1% | -4.3% |
| 6M | +1.6% | +43.4% | -41.8% | -8.7% |
| YTD | -9.1% | +64.1% | -73.2% | -21.8% |
| 1Y | -1.7% | +67.6% | -69.2% | -16.3% |
| All | +66.6% | +52.3% | +14.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling